+28.1%
BA vs SM
+4.9%
+23.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.1% |
| 7D | -1.7% | -22.3% | +20.6% | +2.5% |
| 30D | -9.5% | -21.4% | +11.9% | -5.8% |
| 3M | -26.5% | +1.4% | -27.8% | -27.4% |
| 6M | -27.4% | +0.1% | -27.5% | -29.1% |
| YTD | -20.6% | +59.0% | -79.6% | -30.2% |
| 1Y | -11.4% | +64.3% | -75.8% | -22.9% |
| 3Y | -10.8% | -13.1% | +2.3% | -14.9% |
| 5Y | -21.9% | -13.9% | -8.1% | -29.0% |
| 10Y | +28.1% | +1.7% | +26.5% | -30.8% |
| All | +28.1% | +4.9% | +23.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling